NDARX vs. AOR
NDARX (American Funds Retirement Income Portfolio - Enhanced) and AOR (iShares Core Growth Allocation ETF) are both Diversified Portfolio funds. Over the past 10 years, NDARX returned 8.45%/yr vs 8.40%/yr for AOR. Their correlation of 0.94 suggests significant overlap in exposure. NDARX charges 0.34%/yr vs 0.25%/yr for AOR.
Performance
NDARX vs. AOR - Performance Comparison
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Returns By Period
In the year-to-date period, NDARX achieves a 6.53% return, which is significantly lower than AOR's 7.65% return. Both investments have delivered pretty close results over the past 10 years, with NDARX having a 8.45% annualized return and AOR not far behind at 8.40%.
NDARX
- 1D
- -0.43%
- 1M
- 1.77%
- YTD
- 6.53%
- 6M
- 7.20%
- 1Y
- 17.36%
- 3Y*
- 14.61%
- 5Y*
- 7.81%
- 10Y*
- 8.45%
AOR
- 1D
- 0.24%
- 1M
- 2.53%
- YTD
- 7.65%
- 6M
- 8.14%
- 1Y
- 19.12%
- 3Y*
- 14.39%
- 5Y*
- 7.00%
- 10Y*
- 8.40%
NDARX vs. AOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDARX American Funds Retirement Income Portfolio - Enhanced | 6.53% | 17.21% | 11.68% | 12.03% | -10.98% | 15.09% | 7.10% | 17.88% | -4.99% | 13.62% |
AOR iShares Core Growth Allocation ETF | 7.65% | 16.44% | 10.68% | 15.75% | -15.64% | 11.19% | 11.42% | 18.91% | -5.82% | 15.80% |
Correlation
The correlation between NDARX and AOR is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.94 |
The correlation between NDARX and AOR has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.
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Return for Risk
NDARX vs. AOR — Risk / Return Rank
NDARX
AOR
NDARX vs. AOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Retirement Income Portfolio - Enhanced (NDARX) and iShares Core Growth Allocation ETF (AOR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| NDARX | AOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.89 | -0.30 |
| Martin ratioReturn relative to average drawdown | 11.68 | 12.64 | -0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NDARX | AOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 2.28 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.67 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.79 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.69 | +0.17 |
Drawdowns
NDARX vs. AOR - Drawdown Comparison
The maximum NDARX drawdown since its inception was -23.62%, roughly equal to the maximum AOR drawdown of -24.44%. Use the drawdown chart below to compare losses from any high point for NDARX and AOR.
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Drawdown Indicators
| NDARX | AOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.62% | -24.44% | +0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -6.64% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -9.77% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.37% | -21.72% | +3.35% |
Max Drawdown (10Y)Largest decline over 10 years | -23.62% | -22.95% | -0.67% |
Current DrawdownCurrent decline from peak | -0.43% | -0.29% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -3.47% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.52% | 0.00% |
Volatility
NDARX vs. AOR - Volatility Comparison
The current volatility for American Funds Retirement Income Portfolio - Enhanced (NDARX) is 2.33%, while iShares Core Growth Allocation ETF (AOR) has a volatility of 2.66%. This indicates that NDARX experiences smaller price fluctuations and is considered to be less risky than AOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDARX | AOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 2.66% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 6.12% | 6.81% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.63% | 8.42% | -0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.49% | 10.55% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.21% | 10.67% | -0.46% |
NDARX vs. AOR - Expense Ratio Comparison
NDARX has a 0.34% expense ratio, which is higher than AOR's 0.25% expense ratio.
Dividends
NDARX vs. AOR - Dividend Comparison
NDARX's dividend yield for the trailing twelve months is around 4.91%, more than AOR's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOR iShares Core Growth Allocation ETF | 2.46% | 2.55% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% |
NDARX American Funds Retirement Income Portfolio - Enhanced | 4.91% | 5.78% | 3.07% | 3.37% | 5.60% | 4.29% | 2.91% | 4.03% | 4.29% | 2.68% | 2.86% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, NDARX and AOR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AOR has higher volatility (2.66%) compared to NDARX (2.33%). In terms of maximum drawdown, NDARX dropped -23.62% vs AOR's -24.44%.
NDARX currently has the higher Sharpe Ratio (2.33 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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